-3.4%
TLT vs RDDT
+230.5%
-233.9%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RDDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.2% | -1.2% |
| 7D | -1.6% | -0.4% | -1.2% | -1.6% |
| 30D | -1.3% | -0.5% | -0.8% | -1.3% |
| 3M | -3.7% | -9.8% | +6.1% | -3.7% |
| 6M | -6.4% | +15.8% | -22.2% | -6.4% |
| YTD | -4.5% | -32.4% | +28.0% | -4.5% |
| 1Y | -5.9% | -40.0% | +34.2% | -5.8% |
| All | -3.4% | +230.5% | -233.9% | -2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RDDT.
Daily Out/Under-Performance
Portfolio return minus RDDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDDT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RDDT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling